+1,278.0%
AAPL vs CVX
+222.5%
+1,055.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +3.8% | +2.6% | +1.2% | +3.0% |
| 30D | +9.9% | +9.8% | +0.1% | +6.8% |
| 3M | +12.5% | +16.2% | -3.7% | +7.0% |
| 6M | +27.6% | +13.6% | +14.0% | +21.6% |
| YTD | +22.6% | +44.4% | -21.8% | +7.6% |
| 1Y | +45.0% | +40.6% | +4.4% | +28.2% |
| 3Y | +87.8% | +48.2% | +39.6% | +61.3% |
| 5Y | +128.7% | +172.3% | -43.6% | +56.6% |
| All | +1,278.0% | +222.5% | +1,055.5% | +822.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling